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Individual studies have suggested that circulating carotenoids, retinol, or tocopherols may be associated with prostate cancer risk, but the studies have not been large enough to provide precise estimates of associations, particularly by stage and grade of disease.The objective of this study was to conduct a pooled analysis of the associations of the concentrations of 7 carotenoids, retinol, α-tocopherol, and γ-tocopherol with risk of prostate cancer and to describe whether any associations differ by stage or grade of the disease or other factors.Principal investigators of prospective studies provided individual participant data for prostate cancer cases and controls. Risk by study-specific fifths of each biomarker was estimated by using multivariable-adjusted conditional logistic regression in matched case-control sets.Data were available for up to 11,239 cases (including 1654 advanced stage and 1741 aggressive) and 18,541 controls from 15 studies. Lycopene was not associated with overall risk of prostate cancer, but there was statistically significant heterogeneity by stage of disease, and the OR for aggressive disease for the highest compared with the lowest fifth of lycopene was 0.65 (95% CI: 0.46, 0.91; P-trend = 0.032). No other carotenoid was significantly associated with overall risk of prostate cancer or with risk of advanced-stage or aggressive disease. For retinol, the OR for the highest compared with the lowest fifth was 1.13 (95% CI: 1.04, 1.22; P-trend = 0.015). For α-tocopherol, the OR for the highest compared with the lowest fifth was 0.86 (95% CI: 0.78, 0.94; P-trend < 0.001), with significant heterogeneity by stage of disease; the OR for aggressive prostate cancer was 0.74 (95% CI: 0.59, 0.92; P-trend = 0.001). γ-Tocopherol was not associated with risk.Overall prostate cancer risk was positively associated with retinol and inversely associated with α-tocopherol, and risk of aggressive prostate cancer was inversely associated with lycopene and α-tocopherol. Whether these associations reflect causal relations is unclear.